CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 0.8955 0.8892 -0.0063 -0.7% 0.8878
High 0.8958 0.8996 0.0038 0.4% 0.8996
Low 0.8881 0.8892 0.0011 0.1% 0.8838
Close 0.8906 0.8981 0.0075 0.8% 0.8981
Range 0.0077 0.0104 0.0027 35.1% 0.0158
ATR 0.0104 0.0104 0.0000 0.0% 0.0000
Volume 4,660 4,920 260 5.6% 14,919
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9268 0.9229 0.9038
R3 0.9164 0.9125 0.9010
R2 0.9060 0.9060 0.9000
R1 0.9021 0.9021 0.8991 0.9041
PP 0.8956 0.8956 0.8956 0.8966
S1 0.8917 0.8917 0.8971 0.8937
S2 0.8852 0.8852 0.8962
S3 0.8748 0.8813 0.8952
S4 0.8644 0.8709 0.8924
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9412 0.9355 0.9068
R3 0.9254 0.9197 0.9024
R2 0.9096 0.9096 0.9010
R1 0.9039 0.9039 0.8995 0.9068
PP 0.8938 0.8938 0.8938 0.8953
S1 0.8881 0.8881 0.8967 0.8910
S2 0.8780 0.8780 0.8952
S3 0.8622 0.8723 0.8938
S4 0.8464 0.8565 0.8894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8996 0.8838 0.0158 1.8% 0.0086 1.0% 91% True False 2,983
10 0.8996 0.8703 0.0293 3.3% 0.0101 1.1% 95% True False 2,125
20 0.8996 0.8474 0.0522 5.8% 0.0105 1.2% 97% True False 1,397
40 0.9161 0.8474 0.0687 7.6% 0.0099 1.1% 74% False False 913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9438
2.618 0.9268
1.618 0.9164
1.000 0.9100
0.618 0.9060
HIGH 0.8996
0.618 0.8956
0.500 0.8944
0.382 0.8932
LOW 0.8892
0.618 0.8828
1.000 0.8788
1.618 0.8724
2.618 0.8620
4.250 0.8450
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 0.8969 0.8967
PP 0.8956 0.8953
S1 0.8944 0.8939

These figures are updated between 7pm and 10pm EST after a trading day.

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